-47.2%
JBLU vs PAYC
+1,140.1%
-1,187.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -4.8% | -10.2% | +5.4% | -1.8% |
| 30D | -24.4% | +2.0% | -26.4% | -25.0% |
| 3M | -4.8% | +58.3% | -63.0% | -18.3% |
| 6M | -0.5% | +64.5% | -64.9% | -16.5% |
| YTD | -3.5% | +36.5% | -40.0% | -14.8% |
| 1Y | -13.6% | -1.3% | -12.3% | -15.8% |
| 3Y | -15.3% | -22.1% | +6.9% | -15.4% |
| 5Y | -70.1% | -53.3% | -16.8% | -66.4% |
| 10Y | -72.9% | +348.5% | -421.4% | -81.1% |
| All | -47.2% | +1,140.1% | -1,187.3% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PAYC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling